{ "state": "research_alert", "date": "2022-06-20", "cutoff_utc": "2022-06-20T15:00:00+00:00", "available_by_assumption": "2022-06-20T14:59:59+00:00", "primary_rule": "raw_w7_l5_combined", "training_end": "2022-05-31", "market_scope": "Original fixed 2000-stock Korean sample", "available_snapshot_dates": [ "2021-06-16", "2022-05-31", "2022-06-13", "2022-06-15", "2022-06-20", "2022-06-22", "2022-06-30", "2022-07-04", "2022-07-06", "2022-07-11", "2022-07-12", "2022-08-22", "2022-08-29", "2022-09-01", "2022-09-19", "2022-09-23", "2022-09-28", "2022-10-06", "2022-10-11", "2022-10-13", "2022-11-28", "2022-12-23", "2022-12-28", "2023-03-10", "2023-03-14", "2023-03-23", "2023-04-20", "2023-05-30" ], "score": 3.173289347876145, "frozen_cut": 2.8287997090793375, "above_frozen_cut": true, "original_alert": true, "equal_token_capacity_alert": true, "baseline_alerts": { "index_only_combined": true, "index_and_sector_proxy": true }, "research_only": true, "live_monitor": false, "validated_detection_or_forecast_superiority": false, "comparison_findings": { "current_detection_gate_passed": false, "future_prediction_gate_passed": false, "portfolio_concentration_gate_passed": false, "validated_superiority": false }, "historical_membership_and_release_vintages_verified": false, "interpretation": "Fixed original-research historical rule; an alert is a model threshold event, not proof of an abnormal regime, future loss or causation.", "diagnosis_state": "evidence_routed_for_review", "diagnosis": { "state": "evidence_routed_for_review", "snapshot_date": "2022-06-20", "cutoff_utc": "2022-06-20T15:00:00+00:00", "mode": "historical_replay", "snapshot_age_days": 1599, "exposure": { "state": "reviewable", "date": "2022-06-20", "gross_coverage": 1.0, "minimum_required_coverage": 0.8, "unmapped_issuers": [], "clusters": { "price_community": [ { "community": "0", "gross_share_of_portfolio": 1.0, "issuers": [ "KRX:000660", "KRX:005930" ] } ], "volume_community": [ { "community": "18", "gross_share_of_portfolio": 0.7, "issuers": [ "KRX:000660" ] }, { "community": "12", "gross_share_of_portfolio": 0.3, "issuers": [ "KRX:005930" ] } ] }, "positions": [ { "issuer_id": "KRX:000660", "weight": 0.7, "gross_weight": 0.7, "mapped": true, "network": { "price_community": 0, "volume_community": 18, "price_degree_centrality": 0.015007503751875937, "volume_degree_centrality": 0.007003501750875437 } }, { "issuer_id": "KRX:005930", "weight": 0.3, "gross_weight": 0.3, "mapped": true, "network": { "price_community": 0, "volume_community": 12, "price_degree_centrality": 0.18009004502251125, "volume_degree_centrality": 0.10555277638819409 } } ], "interpretation": "Gross cluster allocation; shorts are not assumed to offset long risk. Unmapped exposure is unknown, not zero risk.", "forecast_or_causal_transmission_established": false }, "query_plan": [ { "issuer_id": "KRX:000660", "query": "SK하이닉스 주식", "language": "ko", "country": "KR", "role": "held_issuer", "mapped_to_network": true, "identity_basis": "current_registry_candidate", "historical_name_validity_verified": false }, { "issuer_id": "KRX:000660", "query": "SK hynix Inc. stock", "language": "en", "country": "US", "role": "held_issuer", "mapped_to_network": true, "identity_basis": "current_registry_candidate", "historical_name_validity_verified": false }, { "issuer_id": "KRX:005930", "query": "삼성전자 주식", "language": "ko", "country": "KR", "role": "held_issuer", "mapped_to_network": true, "identity_basis": "current_registry_candidate", "historical_name_validity_verified": false }, { "issuer_id": "KRX:005930", "query": "SAMSUNG ELECTRONICS CO,.LTD stock", "language": "en", "country": "US", "role": "held_issuer", "mapped_to_network": true, "identity_basis": "current_registry_candidate", "historical_name_validity_verified": false }, { "issuer_id": "US:NVDA", "query": "NVIDIA CORPORATION 주식", "language": "ko", "country": "KR", "role": "reported_counterparty", "mapped_to_network": false, "identity_basis": "current_registry_candidate", "historical_name_validity_verified": false }, { "issuer_id": "US:NVDA", "query": "NVIDIA CORPORATION stock", "language": "en", "country": "US", "role": "reported_counterparty", "mapped_to_network": false, "identity_basis": "current_registry_candidate", "historical_name_validity_verified": false } ], "evidence": [ { "id": "SK-KO", "url": "https://news.skhynix.co.kr/mass-production-of-hbm3-dram/", "kind": "press_release", "title": "SK하이닉스, 엔비디아에 HBM3 D램 공급하며 양산 개시", "text": "SK하이닉스는 엔비디아의 일정에 맞춰 HBM3 생산량을 늘려가기로 했다.", "text_truncated": false, "published_at": "2022-06-10T11:59:59.999999+00:00", "language": "ko", "publication_time_basis": "declared_publisher_source_review", "publication_time_independently_certified": false, "publication_review": { "review_status": "source_reviewed", "source_url": "https://news.skhynix.co.kr/mass-production-of-hbm3-dram/", "published_at": "2022-06-10T11:59:59.999999+00:00", "source_time_quote": "2022-06-09", "precision": "date_upper_bound_not_exact_time", "method": "Latest end of the stated publication/filing day worldwide (UTC-12), converted to UTC" }, "input_sha256": "d7129fe3615be4a4b19499f959d1e446a8a1cf4ca2892ee6812b159040b62af2", "issuer_ids": [ "KRX:000660", "US:NVDA" ], "explicit_code_confirmed_issuer_ids": [], "held_issuer_ids": [ "KRX:000660" ], "reported_counterparty_issuer_ids": [ "US:NVDA" ], "name_candidate_issuer_ids": [ "KRX:000660", "US:NVDA" ], "body_available": true, "quality_flags": [], "identity_historical_validity_verified": false, "source_reading_and_relevance_review_required": true }, { "id": "SK-EN", "url": "https://news.skhynix.com/en/sk-hynix-to-supply-industrys-first-hbm3-dram-to-nvidia/", "kind": "press_release", "title": "SK hynix to Supply Industry’s First HBM3 DRAM to NVIDIA", "text": "SK hynix will provide HBM3 for NVIDIA systems", "text_truncated": false, "published_at": "2022-06-09T11:59:59.999999+00:00", "language": "en", "publication_time_basis": "declared_publisher_source_review", "publication_time_independently_certified": false, "publication_review": { "review_status": "source_reviewed", "source_url": "https://news.skhynix.com/en/sk-hynix-to-supply-industrys-first-hbm3-dram-to-nvidia/", "published_at": "2022-06-09T11:59:59.999999+00:00", "source_time_quote": "2022-06-08", "precision": "date_upper_bound_not_exact_time", "method": "Latest end of the stated publication/filing day worldwide (UTC-12), converted to UTC" }, "input_sha256": "5992da7721bc6d776e964cb4e90c4cb42b15b916e99cc916f4990e391ba2a841", "issuer_ids": [ "KRX:000660", "US:NVDA" ], "explicit_code_confirmed_issuer_ids": [], "held_issuer_ids": [ "KRX:000660" ], "reported_counterparty_issuer_ids": [ "US:NVDA" ], "name_candidate_issuer_ids": [ "KRX:000660", "US:NVDA" ], "body_available": true, "quality_flags": [], "identity_historical_validity_verified": false, "source_reading_and_relevance_review_required": true }, { "id": "YNA-20220620-MANUAL", "url": "https://www.yna.co.kr/view/AKR20220620111751002", "kind": "news", "title": "코스피·코스닥, 연저점…코스피 19개월만에 2,400 붕괴 마감(종합)", "text": "경기침체 우려·강달러 부담…삼성전자 연일 신저가", "text_truncated": false, "published_at": "2022-06-20T07:25:19+00:00", "language": "ko", "publication_time_basis": "declared_publisher_source_review", "publication_time_independently_certified": false, "publication_review": { "review_status": "source_reviewed", "source_url": "https://www.yna.co.kr/view/AKR20220620111751002", "published_at": "2022-06-20T16:25:19+09:00", "source_time_quote": "article:published_time=2022-06-20T16:25:19+09:00", "publisher_modified_at": "2022-06-20T20:58:07+09:00", "publisher_modified_before_cutoff": true }, "input_sha256": "12506825590166c2e2cb7612209ae2e10521bfec99cf06248fa12fec68feaa92", "issuer_ids": [ "KRX:005930" ], "explicit_code_confirmed_issuer_ids": [], "held_issuer_ids": [ "KRX:005930" ], "reported_counterparty_issuer_ids": [], "name_candidate_issuer_ids": [ "KRX:005930" ], "body_available": true, "quality_flags": [], "identity_historical_validity_verified": false, "source_reading_and_relevance_review_required": true } ], "holdings_value_chain_context": { "state": "reported_relationship_context", "reviewed_relationships": [ { "from_issuer": "KRX:000660", "to_issuer": "US:NVDA", "relation": "reported HBM3 supplier", "published_at": "2022-06-09T11:59:59.999999+00:00", "publication_time_basis": "publisher_calendar_day_upper_bound", "review_status": "source_reviewed", "source_url": "https://news.skhynix.com/en/sk-hynix-to-supply-industrys-first-hbm3-dram-to-nvidia/", "source_quote": "SK hynix will provide HBM3 for NVIDIA systems", "corroborating_korean_source": "https://news.skhynix.co.kr/mass-production-of-hbm3-dram/", "review_basis": "declared_primary_source_review", "relationship_current_at_cutoff_verified": false, "causal_transmission_established": false } ], "pending_relationships": [], "held_issuers_with_reported_links": [ "KRX:000660" ], "gross_share_of_positions_with_reported_links": 0.7, "counterparties": [ { "issuer_id": "US:NVDA", "mapped_to_network": false, "network": null, "economic_weight_or_shock_notional": null } ], "direct_network_coverage_is_unchanged": true, "weighted_transmission_established": false, "interpretation": "The share counts held positions with reported relationships, not a share economically exposed to counterparties. Counterparty graph membership does not impute a missing holding node or a shock-loss weight. Relationship continuity after publication is unverified." }, "held_evidence": [], "future_evidence_excluded": [ { "id": "NVDA-10Q", "reason": "published_after_cutoff" } ], "economic_links_with_declared_source_review": [ { "from_issuer": "KRX:000660", "to_issuer": "US:NVDA", "relation": "reported HBM3 supplier", "published_at": "2022-06-09T11:59:59.999999+00:00", "publication_time_basis": "publisher_calendar_day_upper_bound", "review_status": "source_reviewed", "source_url": "https://news.skhynix.com/en/sk-hynix-to-supply-industrys-first-hbm3-dram-to-nvidia/", "source_quote": "SK hynix will provide HBM3 for NVIDIA systems", "corroborating_korean_source": "https://news.skhynix.co.kr/mass-production-of-hbm3-dram/", "causal_transmission_established": false } ], "pending_economic_links": [], "cause_status": "not_established", "detection_advantage_validated": false, "tagging_quality_independently_certified": false, "provenance": { "source": "User 2023 Portfolio with Network Analysis original stock input; verified full-universe matrix canary", "source_node_states_sha256": "9bd8e90d282cd1c94d7c2823e8f74a3e5db632aaa27624ff98bb969fd3f5a005", "config": { "window": 7, "lag": 5, "percentile": 90, "louvain_seed": 7 }, "stock_universe_historical_membership_verified": false, "adjustment_release_vintage_verified": false, "snapshot_availability_policy": "Conservative end of Korean source date; intraday availability is not established", "scope": "Historical structural exposure snapshots, not a current live feed or validated anomaly detector", "additional_snapshots": "Every primary alert plus original-calendar stress-onset controls; aggregates matched to verified daily features", "case_selection": "Outcome-selected illustrations, not extra model selection or independent performance validation" } } }